V-Lab
V-Lab

Chunil Express Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:29.35% (-0.25%)

Analysis last updated: Thursday, March 28, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chunil Express Co Ltd S0GARCH
paramt-stat
ω0.74052.86
α0.26768.89
β0.603115.59
γ1-0.0415-0.34
γ20.10020.61
γ3-0.1712-2.42
γ40.18893.22
γ5-0.1217-1.98
γ60.02570.37
γ70.12991.19
γ8-0.3255-2.08
γ90.46692.95
γ10-0.3563-3.28
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts